Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52273.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45908.59 Kr¶

PnL: ---------------------------------------> -814.01 Kr¶

DD now: ---------------------------------> -1.594 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:14:53.004649'

Anic Portfolio¶

Today¶

Return: -0.505 %¶

This Week¶

Return: -1.494 %¶

Total¶

Return: 71.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 1.560000 4387.500000 67.500000 1.560000 4320.000000
BHG Group 49 3.990000 663.460000 24.460000 3.830000 638.999984
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
SCA A 4 -0.530000 599.200000 0.200000 0.030000 599.000000
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
Nolato B 12 -0.190000 644.400000 -1.200000 -0.190000 645.600000
Investor B 3 -0.300000 653.550000 -1.950000 -0.300000 655.500000
Latour B 2 0.090000 445.800000 -3.200000 -0.710000 449.000000
Creades A 7 -0.860000 607.250000 -3.750000 -0.610000 610.999998
Addnode Group B 6 -0.560000 745.800000 -4.200000 -0.560000 750.000000
Biotage 4 -0.990000 598.000000 -5.000000 -0.830000 603.000000
Addtech B 3 -0.430000 694.200000 -5.800000 -0.830000 699.999999
NCC B 7 0.380000 647.500000 -6.500000 -0.990000 653.999997
Sampo Oyj SDB 1 0.510000 497.500000 -7.500000 -1.490000 505.000000
SynAct Pharma 9 -1.260000 637.200000 -7.800000 -1.210000 645.000003
BONESUPPORT HOLDING 10 -0.730000 1216.000000 -8.000000 -0.650000 1224.000000
Indutrade 5 -0.190000 1310.500000 -9.500000 -0.720000 1320.000000
Fortnox 10 0.240000 656.600000 -11.400000 -1.710000 668.000000
Sdiptech B 3 0.000000 810.000000 -12.000000 -1.460000 822.000000
Embracer Group B 26 -0.480000 647.010000 -14.990000 -2.260000 661.999988
Humana 40 -0.480000 658.400000 -15.600000 -2.310000 674.000000
Xvivo Perfusion 3 0.000000 823.500000 -21.500000 -2.540000 845.000001
Vitrolife 3 -1.010000 646.800000 -30.200000 -4.460000 677.000001
Volati 5 -0.370000 538.000000 -36.000000 -6.270000 574.000000
Lundin Gold 7 -0.300000 938.000000 -36.000000 -3.700000 973.999999
Ambea 68 -0.380000 2491.520000 -45.480000 -1.790000 2537.000032
Lime Technologies 2 0.000000 545.000000 -48.000000 -8.090000 593.000000
Investor A 16 -0.270000 3494.400000 -50.600000 -1.430000 3545.000000
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Balco Group 39 -1.700000 1805.700000 -69.300000 -3.700000 1874.999997
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 20 -0.260000 3804.000000 -112.000000 -2.860000 3916.000000
Bactiguard Holding B 37 -8.600000 2752.800000 -207.200000 -7.000000 2960.000000
TOTAL 45908.590000 -814.010000 -1.59413% 46722.599938

Updated:¶

'2023-06-09 09:15:07.784642'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶